Meet Stefano De Marco, program director
Stefano De Marco is a member of the research team in Financial Mathematics and of the research team in Numerical probability and statistical learning at Ecole Polytechnique.
He works on numerical probability, stochastic analysis and mathematical finance
He is also part of the scientific committee of the Chaire Stress Test, Risk Management and Financial Steering, a joint research program between Ecole Polytechnique, BNP Paribas and Fondation de l'Ecole Polytechnique.
I am an associate professor in the Finance Department of HEC Paris, which I joined in 2003. I do empirical research on topics that are at the cross-section of banking, corporate finance, international trade and production networks. For the past decade I have been organizing, with colleagues from HEC Paris, annual research conferences and workshops on banking, finance, macroeconomics and the real economy.
Faculty
Stefano De Marco | Program Director
Center for Applied Mathematics (CMAP)
Numerical processing of Financial Data, Deep Learning in Finance
Website
Flore Nabet
Center for Applied Mathematics (CMAP)
Mathematics foundations of Data Sciences
Website
Tabea Rebafka
Center for Applied Mathematics (CMAP)
Probability refreshers
Karim Lounici | Research Director
Center for Applied Mathematics (CMAP)
Linear Algebra and Regression
Website
Mathurin Massias
Python for Data Science
Alain Durmus | Co-Director
Center for Applied Mathematics (CMAP)
Machine Learning 1
Website
Erwan Le Pennec
Center for Applied Mathematics (CMAP)
Machine Learning 2, ENS Data challenges
Website
Aymeric Dieuleveut
Center for Applied Mathematics (CMAP)
Optimization/Deep Learning
Website
Pierre Latouche
Center for Applied Mathematics (CMAP)
Statistics
Dorinel Batisde
Financial Markets